Pages that link to "Item:Q1006557"
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The following pages link to Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557):
Displaying 21 items.
- Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
- Arithmetic Brownian motion and real options (Q439622) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Real option model of dynamic growth processes with consumption (Q889123) (← links)
- Valuing the option to invest in an incomplete market (Q926390) (← links)
- The effect of mean reversion on investment under uncertainty (Q951469) (← links)
- On the non-equilibrium density of geometric mean reversion (Q962018) (← links)
- Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940) (← links)
- Can properly discounted projects follow geometric Brownian motion? (Q1044211) (← links)
- Long-term risk management of nuclear waste: A real options approach (Q1614796) (← links)
- Real options with constant relative risk aversion (Q1853198) (← links)
- Model risk in real option valuation (Q2241105) (← links)
- A real option approach to optimal inventory management of retail products (Q2358871) (← links)
- Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
- Pricing options on investment project expansions under commodity price uncertainty (Q2423283) (← links)
- Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679) (← links)
- Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk (Q2629730) (← links)
- Mathematical model for investment in gold market: a real option approach (Q2815881) (← links)
- SUSTAINABLE YIELDS IN FISHERIES: UNCERTAINTY, RISK-AVERSION, AND MEAN-VARIANCE ANALYSIS (Q3587001) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
- Derivatives on nonstorable renewable resources: fish futures and options, not so fishy after all (Q6551688) (← links)
